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用一观测器从t=1秒开始对一个运动目标的距离进行连续地跟踪测量,假设观测的间隔为一秒钟,雷达到运动目标之间的距离为S(t)(1) 统计特性的初值为
(2)...
用一观测器从t=1秒开始对一个运动目标的距离进行连续地跟踪测量,假设观测的间隔为一秒钟,雷达到运动目标之间的距离为S(t)(1) 统计特性的初值为
(2)观测误差是与和均不相关的白噪声序列,并且有
(3)观测数据存放在附加的文件中(单位:m)。
要求:分析上述对象,建立系统模型,构造卡尔曼滤波器,编程计算,求:
(1) 距离S(t)的最佳估计及估计误差,
(2) 距离S(t-5)的最佳平滑及估计误差,
(3) 距离S(t+5)的最佳预测及估计误差,
(4) 对结果进行分析讨论。
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